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Outside the Astoria, on Charing Cross Road, tickets were changing hands for $1500. Inside, in front of the luckiest 2,000 people in London, the Rolling Stones played the most intimate show of the British leg of their world tour Wednesday night.

After storming the stage with a muscular “Jumping Jack Flash,” the Stones stomped right into “Live With Me.” Then Mick Jagger — in a T-shirt adorned with his own name — paused for a minute to address the hometown crowd. “We’re gonna do a few different numbers we don’t usually do,” he said. “The problem is, we don’t know them as well.”

“Don’t know what album this is from,” he admitted before Beggars Banquet‘s “No Expectations,” which featured Ronnie Wood on lap steel guitar. And for a searing “Worried About You” (from Tattoo You), Jagger himself played piano, and employed a fearsome falsetto that built to a riveting climax.

In the middle of the show, Keith Richards performed a two-song solo set of the standard “Nearness of You” and “Before They Make Me Run.” Looking around, he announced that the Astoria was a “nice joint.” “They’re a funny bunch [The Rolling Stones],” he said, “you should work with these people.”